+15.5%
GLXY vs KRMN
-11.6%
+27.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +13.4% | -12.3% | +25.7% | +18.3% |
| 30D | +38.1% | -27.5% | +65.6% | +53.4% |
| 3M | -7.3% | -26.5% | +19.2% | +1.4% |
| 6M | +8.2% | -59.6% | +67.7% | +46.6% |
| YTD | +17.8% | -45.4% | +63.1% | +37.0% |
| 1Y | +14.9% | -25.1% | +40.0% | +22.1% |
| All | +15.5% | -11.6% | +27.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling